-100.0%
VIVK vs GNRC
+17.5%
-117.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -9.5% | -17.9% | -28.1% |
| 7D | -68.7% | -6.0% | -62.7% | -68.8% |
| 30D | -90.0% | -12.0% | -78.0% | -90.1% |
| 3M | -98.1% | -13.4% | -84.6% | -98.1% |
| 6M | -99.9% | -26.4% | -73.6% | -99.9% |
| YTD | -99.9% | +38.8% | -138.7% | -99.9% |
| 1Y | -100.0% | +20.9% | -120.9% | -100.0% |
| All | -100.0% | +17.5% | -117.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling